Iris
2019-02-15 00:43Which of the following statements about the risk anomaly is TRUE? B. Due to time-varying reality, it is theoretically intractable to create a reproducible benchmark for either the low beta or low volatility risk anomalities such that empirical tests of the risk anomalities are not robust and the discussion remains "largely theoretical" C. The risk anomaly might be explained by investors who are leveraged constrained and/or have an "agency problem" created by a need to minimize tracking error with the benchmark. 想問(wèn)老師為什么B不對(duì)呢，答案是C
所屬：FRM Part II 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Crystal助教
2019-02-18 18:12
該回答已被題主采納
同學(xué)你好，這個(gè)其實(shí)還是有一點(diǎn)難的，因?yàn)锽選項(xiàng)說(shuō)的是原版書(shū)的一句原話，就是說(shuō)risk anomaly是一個(gè)很顯著的現(xiàn)象，所以應(yīng)該是risk anomalies are robust。
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